2 results
Quality Option Profits, Switching Option Profits, and Variation Margin Costs: An Evaluation of Their Size and Impact on Treasury Bond Futures Prices
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 25 / Issue 1 / March 1990
- Published online by Cambridge University Press:
- 06 April 2009, pp. 65-86
- Print publication:
- March 1990
-
- Article
- Export citation
The Delivery Option on Forward Contracts: A Comment
-
- Journal:
- Journal of Financial and Quantitative Analysis / Volume 23 / Issue 3 / September 1988
- Published online by Cambridge University Press:
- 06 April 2009, pp. 343-349
- Print publication:
- September 1988
-
- Article
- Export citation